Furthermore, for analytics, we use Matomo (previously Piwik). Matomo automatically respects your Do Not Track setting, so if you have that enabled, your actions won't be tracked at all. On top of that, our Matomo setting is set up to not record any identifiable data. Your IP etc. are all anonymised to only the first two bits of your IP, which only identifies your country and nothing more specific than that.
Direct messages are not indexed and will never be. Conversations between you and other users are strictly personal
Private channels are not indexed and will never be. Anything in private channels is private for a reason, so you can safely say what you need.
We do however warn that private channels affect the general conversation from time to time, so be careful about creating one.